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Convolutions of distrbutions with exponential and subexponential tails: Corrigendum

Published online by Cambridge University Press:  09 April 2009

Daren B. H. Cline
Daren B. H. Cline
Affiliation:
Department of Statistics, Texas A & M University College Station, Texas 77843-3143, U.S.A.
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The proof of Lemma 2.3(ii) as originally given is incomplete since we cannot recursively apply (2.1) with a fixed to. This is corrected below. In addition, we are able to extend the result so the conclusion is that H ∈ ℒα.

Type
Corrigendum
Information
Journal of the Australian Mathematical Society , Volume 48 , Issue 1 , February 1990 , pp. 152 - 153
Copyright
Copyright © Australian Mathematical Society 1990

References

Daren, B. H. Cline (1987), ‘Convolutions of distributions with exponential and subexponential tails,’ J. Austral. Math. Soc. (Ser. A) 43, 347–365.Google Scholar
Embrechts, P. and Goldie, C. M. (1980), ‘On closure and fatorization properties of subexponential and related distributions,’ J. Austral. Math. Soc. (Ser. A) 43, 243–256.CrossRefGoogle Scholar